@article{truquet:hal-01539373,
TITLE = {Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models},
AUTHOR = {Truquet, Lionel},
URL = {https://hal.science/hal-01539373},
NOTE = {in press},
JOURNAL = {Journal of the Royal Statistical Society: Series B},
PUBLISHER = {Royal Statistical Society},
VOLUME = {79},
NUMBER = {5},
PAGES = {1391-1414},
YEAR = {2017},
DOI = {10.1111/rssb.12221},
HAL_ID = {hal-01539373},
HAL_VERSION = {v1},
}